-6.2%
FXI vs CNP
+76.4%
-82.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | -1.0% | +1.6% | -2.6% | -1.2% |
| 30D | -3.2% | -0.8% | -2.4% | -3.2% |
| 3M | +1.7% | -3.6% | +5.2% | +2.0% |
| 6M | -1.6% | -6.9% | +5.4% | -0.7% |
| YTD | -7.9% | +6.4% | -14.3% | -9.2% |
| 1Y | -9.6% | +9.9% | -19.6% | -11.5% |
| 3Y | +40.5% | +53.1% | -12.6% | +29.6% |
| 5Y | -6.2% | +72.0% | -78.2% | -11.9% |
| All | -6.2% | +76.4% | -82.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling